+87.0%
JNJ vs TSLL
-54.2%
+141.2%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +10.9% | -8.8% | +2.2% |
| 7D | +4.3% | -14.3% | +18.6% | +4.1% |
| 30D | +7.9% | -6.2% | +14.1% | +7.9% |
| 3M | +9.4% | +21.2% | -11.8% | +9.7% |
| 6M | +28.8% | -36.6% | +65.4% | +28.7% |
| YTD | +38.5% | -47.8% | +86.3% | +38.3% |
| 1Y | +54.6% | -45.2% | +99.8% | +54.4% |
| 3Y | +108.4% | -3.3% | +111.6% | +109.8% |
| All | +87.0% | -54.2% | +141.2% | +97.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLL.
Daily Out/Under-Performance
Portfolio return minus TSLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TSLL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling